Anic Equity¶

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Total return since start: 0.558 %¶

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Equity now: -----------------------------> 47577.63 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46182.65 Kr¶

PnL: ---------------------------------------> -705.92 Kr¶

DD now: ---------------------------------> -2.164 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-26 09:31:13.585329'

Anic Portfolio¶

This Week¶

Return: -0.709 %¶

Total¶

Return: 55.742 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
HEBA B 70 1.630000 2835.000000 199.000000 7.550000 2636.000010
HMS Networks 2 15.040000 795.600000 122.600000 18.220000 673.000000
FM Mattsson Mora Group B 50 0.830000 3035.000000 108.000000 3.690000 2927.000000
SAAB B 8 0.630000 3429.600000 52.600000 1.560000 3377.000000
MedCap 2 0.650000 464.000000 43.000000 10.210000 421.000000
Corem Property Group B 59 0.380000 619.500000 42.500000 7.370000 576.999999
Samhällsbyggnadsbo. i Norden B 20 0.940000 395.700000 40.700000 11.460000 355.000000
Intrum 4 5.020000 556.800000 29.800000 5.650000 527.000000
Resurs Holding 22 -0.180000 600.820000 26.820000 4.670000 573.999998
AcadeMedia 12 -0.410000 583.200000 26.200000 4.700000 557.000004
Beijer Electronics Group 26 -4.800000 2990.000000 19.000000 0.640000 2971.000006
Fastighetsbolag. Emilshus Pref 21 0.000000 575.400000 13.400000 2.380000 562.000005
Eastnine 4 0.000000 502.400000 11.400000 2.320000 491.000000
Boozt 12 -0.220000 1664.400000 10.400000 0.630000 1653.999996
Swedbank A 3 -1.290000 572.250000 8.250000 1.460000 564.000000
OEM International B 7 -0.390000 535.500000 7.500000 1.420000 527.999997
Securitas B 6 -0.330000 576.840000 6.840000 1.200000 570.000000
Norva24 Group 16 0.410000 548.480000 5.480000 1.010000 543.000000
Karnov Group 9 0.000000 540.900000 4.900000 0.910000 536.000004
Samhällsbyggnadsbo. i Norden D 12 0.580000 249.120000 3.120000 1.270000 246.000000
Coor Service Management Hold. 8 -0.070000 534.800000 2.800000 0.530000 532.000000
Creaspac SPAC 6 0.210000 578.400000 1.400000 0.240000 577.000002
CTEK 13 0.340000 530.920000 -3.080000 -0.580000 533.999999
Essity B 2 1.610000 568.200000 -5.800000 -1.010000 574.000000
Essity A 4 1.970000 1140.000000 -9.000000 -0.780000 1149.000000
Midsona B 63 1.800000 571.410000 -11.590000 -1.990000 582.999984
Handelsbanken A 5 -1.250000 533.000000 -13.000000 -2.380000 546.000000
Nordea Bank Abp 29 -1.190000 3427.800000 -26.200000 -0.760000 3453.999992
International Petroleum Corp. 5 0.630000 556.000000 -38.570000 -6.490000 594.565215
Vivesto 1368 2.100000 544.740000 -68.260000 -11.140000 612.999432
Sampo Oyj SDB 7 -1.650000 3752.000000 -98.000000 -2.550000 3850.000000
Fasadgruppen Group 35 1.160000 3675.000000 -136.000000 -3.570000 3810.999990
Axfood 13 -1.850000 3510.000000 -246.000000 -6.550000 3756.000001
OX2 18 0.380000 1408.500000 -255.500000 -15.350000 1663.999992
Ovzon 52 0.560000 2776.800000 -585.200000 -17.410000 3361.999992
TOTAL 46178.080000 -710.490000 -2.17321% 46888.564618

Updated:¶

'2023-01-26 09:30:32.847238'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶